VWAP
Session fair-value line. Reclaims, rejects, and optional distance-% stretch.
About
VWAP is the session volume-weighted average of typical price. It resets each trading day (America/New_York). On intraday charts it builds through the session. On daily charts each bar is its own session.
Price reclaiming VWAP from below is a common long bias. Price losing VWAP from above is a common short or fade bias. Optional Distance % is (close - VWAP) / VWAP x 100 so rules can require stretch, for example a cross back through -1%.
Add VWAP to a mix for session fair-value context, then time the reclaim or reject with momentum or volume so you are not trading every touch of the line.
Mixes using VWAP
Financials VWAP ReclaimV1 day
Daily VWAP reclaim after RSI has been weak. Exit when close crosses back below VWAP.
VWAP BreakdownMARA1 hour
Hourly close losing VWAP while RSI is above its midline. Cover when close reclaims VWAP.
Industrial Gas ReclaimAPD1 day
Daily VWAP reclaim while RSI is still below its midline. Exit when close crosses back below VWAP.